Optimization governed by stochastic partial differential equations

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dc.contributor.advisorHeinkenschloss, Matthias
dc.creatorKouri, Drew P.
dc.date.accessioned2011-07-25T02:05:08Z
dc.date.available2011-07-25T02:05:08Z
dc.date.issued2010
dc.description.abstractThis thesis provides a rigorous framework for the solution of stochastic elliptic partial differential equation (SPDE) constrained optimization problems. In modeling physical processes with differential equations, much of the input data is uncertain (e.g. measurement errors in the diffusivity coefficients). When uncertainty is present, the governing equations become a family of equations indexed by a stochastic variable. Since solutions of these SPDEs enter the objective function, the objective function usually involves statistical moments. These optimization problems governed by SPDEs are posed as a particular class of optimization problems in Banach spaces. This thesis discusses Monte Carlo, stochastic Galerkin, and stochastic collocation methods for the numerical solution of SPDEs and identifies the stochastic collocation method as particularly useful for the optimization of SPDEs. This thesis extends the stochastic collocation method to the optimization context and explores the decoupling nature of this method for gradient and Hessian computations.
dc.format.mimetypeapplication/pdf
dc.identifier.callnoTHESIS MATH. SCI. 2010 KOURI
dc.identifier.citationKouri, Drew P.. "Optimization governed by stochastic partial differential equations." (2010) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/62002">https://hdl.handle.net/1911/62002</a>.
dc.identifier.urihttps://hdl.handle.net/1911/62002
dc.language.isoeng
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.
dc.subjectApplied mathematics
dc.subjectMathematics
dc.titleOptimization governed by stochastic partial differential equations
dc.typeThesis
dc.type.materialText
thesis.degree.departmentMathematical Sciences
thesis.degree.disciplineEngineering
thesis.degree.grantorRice University
thesis.degree.levelMasters
thesis.degree.nameMaster of Arts
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